Shredded bait is usually the norm after a few minutes in the water, and should be expected. So check your line every now and then. If trolling, I put the anchovie in a bait holder (i.e. a rotary salmon killer), with two 3/0 or 4/0 hooks in tandem. If fishing a favorite spot or on the drift, I just thread the anchovie with a #1 or a 1/0 hook in the tail end. Which reservoir are you fishing?